V-Lab
S&P GSCI Industrial Metals Spot Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 22nd, 2025:1.59% (-10.80%)
Analysis last updated: Wednesday, January 22, 2025 at 12:25 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9999900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.9469 | 30.32 | |
| 0.2314 | 28.05 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Jan 17, 2025
Jan 2, 1990 to Jan 17, 2025
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